Semi-Parametric Copula-Based Models Under Non-Stationarity
Nasri, Bouchra R., Remillard, Bruno, Bouezmarni, TaoufikYear:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3255918
File:
PDF, 1.46 MB
english, 2018